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The station, together with the railway line from Stratford to Broxbourne, was opened by the Northern & Eastern Railway on 15 September 1840. Originally called Waltham and later renamed to Waltham Cross, it is on a site to the south of the road between Waltham Cross and Waltham Abbey.

In 1885 the station was relocated to the current site. A subsequent renaming to Waltham Cross (& Abbey) was later rescinded.